+154.6%
NEM vs CMS
+23.4%
+131.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +0.3% | +0.4% | -0.1% | +0.1% |
| 30D | +23.1% | -3.6% | +26.7% | +25.0% |
| 3M | +18.5% | -1.9% | +20.4% | +18.6% |
| 6M | +7.8% | -11.0% | +18.8% | +13.5% |
| YTD | +29.1% | +0.2% | +28.9% | +27.9% |
| 1Y | +72.7% | -1.3% | +74.0% | +72.0% |
| 3Y | +248.7% | +35.9% | +212.8% | +191.7% |
| All | +154.6% | +23.4% | +131.2% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CMS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling